Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements

DOI10.1016/j.jfranklin.2015.10.010zbMath1395.93532OpenAlexW2149659785MaRDI QIDQ1660837

Ioan-Lucian Popa, Vasile Dragan, Samir Aberkane

Publication date: 16 August 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.10.010

zbMATH Keywords

sampled measurementsmultiplicative white noise perturbationsoptimal \(\mathcal h_2\) filteringperiodic linear stochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

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